Abstract:We study a smart grid with wind power and battery storage. Traditionally, day-ahead planning aims to balance demand and wind power, yet actual wind conditions often deviate from forecasts. Shortterm flexibility in storage and generation fills potential gaps, planned on a minutes time scale for 30-60 minute horizons. Finding the optimal flexibility deployment requires solving a semi-infinite non-convex stochastic program, which is generally intractable to do exactly. Previous approaches rely on sampling, yet su… Show more
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